ECBOT 10 Year T-Note Future June 2014
Trading Metrics calculated at close of trading on 13-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2014 |
13-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
123-240 |
124-005 |
0-085 |
0.2% |
125-060 |
High |
124-070 |
124-235 |
0-165 |
0.4% |
125-065 |
Low |
123-220 |
123-250 |
0-030 |
0.1% |
123-105 |
Close |
124-020 |
124-200 |
0-180 |
0.5% |
123-175 |
Range |
0-170 |
0-305 |
0-135 |
79.4% |
1-280 |
ATR |
0-161 |
0-171 |
0-010 |
6.4% |
0-000 |
Volume |
1,282,405 |
2,029,979 |
747,574 |
58.3% |
6,879,801 |
|
Daily Pivots for day following 13-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-077 |
126-283 |
125-048 |
|
R3 |
126-092 |
125-298 |
124-284 |
|
R2 |
125-107 |
125-107 |
124-256 |
|
R1 |
124-313 |
124-313 |
124-228 |
125-050 |
PP |
124-122 |
124-122 |
124-122 |
124-150 |
S1 |
124-008 |
124-008 |
124-172 |
124-065 |
S2 |
123-137 |
123-137 |
124-144 |
|
S3 |
122-152 |
123-023 |
124-116 |
|
S4 |
121-167 |
122-038 |
124-032 |
|
|
Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-208 |
128-152 |
124-185 |
|
R3 |
127-248 |
126-192 |
124-020 |
|
R2 |
125-288 |
125-288 |
123-285 |
|
R1 |
124-232 |
124-232 |
123-230 |
124-120 |
PP |
124-008 |
124-008 |
124-008 |
123-272 |
S1 |
122-272 |
122-272 |
123-120 |
122-160 |
S2 |
122-048 |
122-048 |
123-065 |
|
S3 |
120-088 |
120-312 |
123-010 |
|
S4 |
118-128 |
119-032 |
122-165 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-251 |
2.618 |
127-073 |
1.618 |
126-088 |
1.000 |
125-220 |
0.618 |
125-103 |
HIGH |
124-235 |
0.618 |
124-118 |
0.500 |
124-082 |
0.382 |
124-047 |
LOW |
123-250 |
0.618 |
123-062 |
1.000 |
122-265 |
1.618 |
122-077 |
2.618 |
121-092 |
4.250 |
119-234 |
|
|
Fisher Pivots for day following 13-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
124-161 |
124-146 |
PP |
124-122 |
124-092 |
S1 |
124-082 |
124-038 |
|